The Black-Scholes Model

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From the course by Columbia University
Financial Engineering and Risk Management Part I
1149 ratings
Columbia University

Financial Engineering and Risk Management Part I

1149 ratings
From the lesson
Option Pricing in the Multi-Period Binomial Model
Derivatives pricing in the binomial model including European and American options; handling dividends; pricing forwards and futures; convergence of the binomial model to Black-Scholes.

Meet the Instructors

  • Martin Haugh
    Martin Haugh
    Co-Director, Center for Financial Engineering
    Industrial Engineering & Operations Research
  • Garud Iyengar
    Garud Iyengar
    Professor
    Industrial Engineering and Operations Research Department
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